Compression Schemes: Bounding the Pseudo-Dimension of Simple Auctions

 

 

Jamie Morgenstern

Monday, April 25th, 2016
4:00pm 310 Gates Hall

Abstract:

We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple" auctions, including anonymous and nonanonymous item and bundle pricings, with either a single or multiple buyers. Our results effectively imply that whenever it's possible to compute a near-optimal simple auction with a known prior, it is also possible to compute such an auction with an unknown prior (given a polynomial number of samples).

Joint work with Tim Roughgarden"